Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 12668838.373 | 12625452.1453 | 43386.2277 | 25416069.5684 | 27237713.3171 | -1821643.7487 |
Total P&L (%) | 12668.8384 | 12625.4521 | 43.3862 | 25416.0696 | 27237.7133 | -1821.6437 |
Avg Daily Profit (%) | 6.81 | 6.7867 | 0.0233 | 0.2983 | 0.3021 | 0 |
Buy And Hold Return (%) | 5971.8924 | 5971.8924 | 5971.8924 | 5971.8924 | 5971.8924 | 5971.8924 |
Max Trade Drawdown | -245850 | -243674 | -20275 | -20977057 | -18154053 | -3309408 |
Profit Factor | 33.261 | 39.4083 | 1.6781 | 1.6457 | 1.8826 | 0.7857 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 33 | 13 | 20 | 33 | 13 | 20 |
Losing Trades | 36 | 21 | 15 | 36 | 21 | 15 |
Profitability (%) | 47.8261 | 38.2353 | 57.1429 | 47.8261 | 38.2353 | 57.1429 |
Ratio Avg Win / Avg Loss | 36.2847 | 63.6596 | 1.2586 | 1.7953 | 3.0411 | 0.5893 |
Largest Winning Trade | 11936867 | 11936867 | 12410 | 21851839 | 21851839 | 2531182 |
Largest Losing Trade | -47253 | -47253 | -8148 | -8563816 | -8563816 | -1849258 |
Avg Bars in Trades | 151 | 300 | 6 | 151 | 300 | 6 |
Avg Bars in Winners | 215 | 536 | 6 | 215 | 536 | 6 |
Avg Bars in Losers | 92 | 153 | 6 | 92 | 153 | 6 |
Bars Traded | 10441 | 10204 | 237 | 10441 | 10204 | 237 |
Profit Streak | 0 | 91.7828 | 0 | 0 | 91.7828 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -88730 | 515180 | -324226 | -97123 | 242155 | -579583 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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